Root n bandwidths selectors in multivariate kernel density estimation

DOI10.1007/S00440-004-0357-8MaRDI QIDQ1885364zbMATH OpenOpenAlexFDO

Authors Tiee-Jian Wu, Min-Hsiao Tsai

Publication date 28 October 2004

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-004-0357-8

zbMATH Keywords

characteristic functioncross-validationmultivariate datainformation boundrelative convergence rate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Recommendations

• Bandwidth selection for kernel density estimation
• An optimal local bandwidth selector for kernel density estimation
• A variable bandwidth selector in multivariate kernel density estimation
• An automatic bandwidth selector for kernel density estimation
• Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation

Cites work

• scientific article; zbMATH DE number 4011663 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 47593 (Why is no real title available?)
• scientific article; zbMATH DE number 469135 (Why is no real title available?)
• scientific article; zbMATH DE number 469336 (Why is no real title available?)
• scientific article; zbMATH DE number 1471716 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• scientific article; zbMATH DE number 1457593 (Why is no real title available?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• A simple root \(n\) bandwidth selector
• Adaptive root n estimates of integrated squared density derivatives
• An asymptotically optimal window selection rule for kernel density estimates
• An automatic bandwidth selector for kernel density estimation
• Bandwidth selection for kernel density estimation
• Best possibility constant for bandwidth selection
• Biased and Unbiased Cross-Validation in Density Estimation
• Bootstrap choice of the smoothing parameter in kernel density estimation
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Cross-Validation of Multivariate Densities
• Lower bounds for bandwidth selection in density estimation
• Multivariate Bandwidth Selection for Local Linear Regression
• Multivariate plug-in bandwidth selection
• Optimal rates of convergence for nonparametric estimators
• Optimal smoothing parameters for multivariate fized and adaptive kernel methods
• Root n Bandwidth Selectors for Kernel Estimation of Density Derivatives
• Smoothed cross-validation
• Some theory for penalized spline generalized additive models

Cited in

(7)

• ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
• Optimal bandwidth selection for multivariate kernel deconvolution density estimation
• A variable bandwidth selector in multivariate kernel density estimation
• Root n estimates of vectors of integrated density partial derivative functionals
• Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
• Efficient estimation of the mode of continuous multivariate data
• Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation

This page was built for publication: Root n bandwidths selectors in multivariate kernel density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1885364)